相关论文: Bayesian inference for the Brown-Resnick process, …

The issue of discrete probability estimation for samples of small size is addressed in this study. The maximum likelihood method often suffers over-fitting when insufficient data is available. Although the Bayesian approach can avoid…

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…

Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…

In using the Bayesian network (BN) to construct the complex multistate system's reliability model as described in Part I, the memory storage requirements of the node probability table (NPT) will exceed the random access memory (RAM) of the…

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory. Statistical inference for such models is complicated by the…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

We revisit the classic thermodynamic problem of maximum work extraction from two arbitrary sized hot and cold reservoirs, modelled as perfect gases. Assuming ignorance about the extent to which the process has advanced, which implies an…

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…